+200.1%
PAAS vs MLM
+199.9%
+0.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.7% |
| 7D | -2.9% | -2.9% | 0.0% | -2.1% |
| 30D | +6.8% | -6.8% | +13.6% | +8.9% |
| 3M | -2.9% | -11.2% | +8.3% | +0.1% |
| 6M | -16.4% | -21.8% | +5.4% | -10.9% |
| YTD | 0.0% | -17.0% | +17.0% | +5.0% |
| 1Y | +54.3% | -16.4% | +70.7% | +61.4% |
| 3Y | +230.7% | +14.5% | +216.2% | +217.8% |
| 5Y | +111.6% | +41.7% | +69.9% | +90.8% |
| All | +200.1% | +199.9% | +0.2% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling